Vaughan Nelson Value Fund Market Value
| VNVCX Fund | USD 16.26 0.37 2.33% |
| Symbol | Vaughan |
Vaughan Nelson 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Vaughan Nelson's mutual fund what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Vaughan Nelson.
| 10/25/2025 |
| 01/23/2026 |
If you would invest 0.00 in Vaughan Nelson on October 25, 2025 and sell it all today you would earn a total of 0.00 from holding Vaughan Nelson Value or generate 0.0% return on investment in Vaughan Nelson over 90 days. Vaughan Nelson is related to or competes with Barings Us, Artisan High, T Rowe, Msift High, T Rowe, and Transamerica High. Under normal circumstances, the fund will invest at least 80 percent of its net assets in mid-capitalization companies More
Vaughan Nelson Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Vaughan Nelson's mutual fund current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Vaughan Nelson Value upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.10) | |||
| Maximum Drawdown | 35.99 | |||
| Value At Risk | (1.88) | |||
| Potential Upside | 2.0 |
Vaughan Nelson Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vaughan Nelson's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vaughan Nelson's standard deviation. In reality, there are many statistical measures that can use Vaughan Nelson historical prices to predict the future Vaughan Nelson's volatility.| Risk Adjusted Performance | (0.05) | |||
| Jensen Alpha | (0.32) | |||
| Total Risk Alpha | (0.88) | |||
| Treynor Ratio | 1.99 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Vaughan Nelson's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Vaughan Nelson January 23, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | (0.05) | |||
| Market Risk Adjusted Performance | 2.0 | |||
| Mean Deviation | 1.46 | |||
| Coefficient Of Variation | (1,308) | |||
| Standard Deviation | 4.27 | |||
| Variance | 18.26 | |||
| Information Ratio | (0.10) | |||
| Jensen Alpha | (0.32) | |||
| Total Risk Alpha | (0.88) | |||
| Treynor Ratio | 1.99 | |||
| Maximum Drawdown | 35.99 | |||
| Value At Risk | (1.88) | |||
| Potential Upside | 2.0 | |||
| Skewness | (7.30) | |||
| Kurtosis | 57.07 |
Vaughan Nelson Value Backtested Returns
Vaughan Nelson Value owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0956, which indicates the fund had a -0.0956 % return per unit of risk over the last 3 months. Vaughan Nelson Value exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Vaughan Nelson's Variance of 18.26, coefficient of variation of (1,308), and Risk Adjusted Performance of (0.05) to confirm the risk estimate we provide. The entity has a beta of -0.17, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Vaughan Nelson are expected to decrease at a much lower rate. During the bear market, Vaughan Nelson is likely to outperform the market.
Auto-correlation | 0.29 |
Poor predictability
Vaughan Nelson Value has poor predictability. Overlapping area represents the amount of predictability between Vaughan Nelson time series from 25th of October 2025 to 9th of December 2025 and 9th of December 2025 to 23rd of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Vaughan Nelson Value price movement. The serial correlation of 0.29 indicates that nearly 29.0% of current Vaughan Nelson price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.29 | |
| Spearman Rank Test | -0.26 | |
| Residual Average | 0.0 | |
| Price Variance | 11.12 |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Vaughan Mutual Fund
Vaughan Nelson financial ratios help investors to determine whether Vaughan Mutual Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Vaughan with respect to the benefits of owning Vaughan Nelson security.
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